SuperTrend Algomojo Trading Strategy with Target/Stoploss

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © tradestudio
// Algomojo Trading Strategy Carry Forward Strategy/Intraday Strategy with Target/Stoploss
// Supertrend Version 1.0
// Code Date : 17th Dec 2021
// Coded by Rajandran R (Founder - Marketcalls / Co-Founder - Algomojo)


//@version=5
strategy('SuperTrend Algomojo Trading Strategy with Target/Stoploss', shorttitle='Supertrend Algomojo', overlay=true)


import algomojo/automation/9

//Block 1 : API Controls + Algomojo Input Controls


//Enter Your Algomojo API Key and API Secret Key

am_client_id = input.string(title='Client ID', defval='ZZ0011', group='AlgoControls')
am_api_key = input.string(title='API Key', defval='xxxxx', group='AlgoControls')
am_api_secret = input.string(title='API Secret Key', defval='xxxxx', group='AlgoControls')
am_broker = input.string(title='Broker', defval='ALICEBLUE', options=['ALICEBLUE', 'ANGELONE', 'FIRSTOCK', 'FYERS','MASTERTRUST','SAMCO','TRADEJINI','UPSTOX','ZEBU','ZERODHA'], group='AlgoControls')
am_strategy = input.string(title='Strategy Name', defval='Supertrend Strategy', group='AlgoControls')
am_symbol = input.string(title='Trading Symbol', defval='RELIANCE-EQ', group='AlgoControls')
am_exchange = input.string(title='Exchange', defval='NSE', options=['NSE', 'NFO', 'MCX', 'BSE'], group='AlgoControls')
am_quantity = input.int(title='Quantity', defval=1, group='AlgoControls')
am_OrderType = input.string(title='Order Type', defval='MARKET', group='AlgoControls')
am_Product = input.string(title='Product', defval='NORMAL', options=['NORMAL', 'INTRADAY', 'DELIVERY', 'MARGIN'], group='AlgoControls')
am_Mode = input.string(title='Algo Mode', defval='ENABLE', options=['ENABLE', 'LONGONLY', 'SHORTONLY'], group='AlgoControls')


////////////////////////////////////////Block 1 Module Ends////////////////////////////////////////////////////////////////////////



//Block 2 : Autotrading API data configuration

[BE,SX,BSR,SE,BX,SSR] = automation.algomodule(am_client_id, am_api_key,am_api_secret,am_broker,am_strategy,am_symbol,am_exchange,am_quantity,am_OrderType, am_Product)


////////////////////////////////////////Block 2 Module Ends////////////////////////////////////////////////////////////////////////

//Block 3 : Backtesting Controls & Live Automation Purpose

FromMonth = input.int(defval=9, title='From Month', minval=1, maxval=12, group='Backtesting')
FromDay = input.int(defval=1, title='From Day', minval=1, maxval=31, group='Backtesting')
FromYear = input.int(defval=2018, title='From Year', minval=999, group='Backtesting')
ToMonth = input.int(defval=1, title='To Month', minval=1, maxval=12, group='Backtesting')
ToDay = input.int(defval=1, title='To Day', minval=1, maxval=31, group='Backtesting')
ToYear = input.int(defval=9999, title='To Year', minval=999, group='Backtesting')
start = timestamp(FromYear, FromMonth, FromDay, 00, 00)
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)
window() =>
    time >= start and time <= finish ? true : false


////////////////////////////////////////Block 3 Module Ends////////////////////////////////////////////////////////////////////////



//inputs

src = input(hl2, title='Source', group='Supertrend Controls')
Multiplier = input.float(title='ATR Multiplier', step=0.1, defval=3.0, group='Supertrend Controls')
Periods = input.int(title='ATR Period', defval=10, group='Supertrend Controls')
changeATR = input.bool(title='Change ATR Calculation Method ?', defval=true, group='Supertrend Controls')
showsignals = input.bool(title='Show Buy/Sell Signals ?', defval=true, group='Supertrend Controls')
highlighting = input.bool(title='Highlighter On/Off ?', defval=true, group='Supertrend Controls')
barcoloring = input.bool(title='Bar Coloring On/Off ?', defval=true, group='Supertrend Controls')

intraday = input.bool(title='Intraday On/Off ?', defval=false, group='Intraday Controls')
marketSession = input.session(title='Market session', defval='0915-1500', confirm=true, group='Intraday Controls')

risk = input.bool(title='Stoploss/Target On/Off', defval=false, group='Stoploss/Target Controls')
type = input.string(title='Type', defval='FIXED', options=['FIXED', 'PERCENTAGE', 'VOLATILITY'], group='Stoploss/Target Controls')
stoploss = input.float(defval=10.0, title='Stoploss', group='Stoploss/Target Controls')
target = input.float(defval=20.0, title='Target', group='Stoploss/Target Controls')
TickSz = input.float(defval=0.05, title='TickSize', group='Stoploss/Target Controls')
ATRMultiplier = input.float(title='ATR Multiplier', step=0.1, defval=1.5, group='Stoploss/Target Controls')
ATRLength = input.int(title='ATR Period', defval=20, group='Stoploss/Target Controls')

iATR = ta.atr(ATRLength)

var longCondition = false
var shortCondition = false


atr2 = ta.sma(ta.tr, Periods)
atr = changeATR ? ta.atr(Periods) : atr2
up = src - Multiplier * atr
up1 = nz(up[1], up)
up := close[1] > up1 ? math.max(up, up1) : up
dn = src + Multiplier * atr
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? math.min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend


//Plots
upPlot = plot(trend == 1 ? up : na, title='Up Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.green, 0))
buySignal = trend == 1 and trend[1] == -1
plotshape(buySignal  ? up : na, title='UpTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, 0))
//plotshape(buySignal and showsignals ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
dnPlot = plot(trend == 1 ? na : dn, title='Down Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.red, 0))
sellSignal = trend == -1 and trend[1] == 1
plotshape(sellSignal ? dn : na, title='DownTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, 0))
//plotshape(sellSignal and showsignals ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0)

longFillColor = highlighting ? trend == 1 ? color.new(color.green,90) : na : na
shortFillColor = highlighting ? trend == -1 ? color.new(color.red,90) : na : na
fill(mPlot, upPlot, title='UpTrend Highligter', color=longFillColor)
fill(mPlot, dnPlot, title='DownTrend Highligter', color=shortFillColor)


barInSession(sess) =>
    time(timeframe.period, sess) != 0
    
bool intradaySession = barInSession(marketSession)

buy = buySignal
sell = sellSignal

buy1 = buy[1]
sell1 = sell[1]

//assign signals
if(not intraday)
    longCondition := buySignal
    shortCondition := sellSignal

if(intraday)
    longCondition := buySignal and intradaySession
    shortCondition := sellSignal and intradaySession 

//Block 4 : Execution Controls
if(am_Mode=="ENABLE")
    if longCondition and strategy.position_size == 0
        strategy.entry('BUY', strategy.long, when=window(), alert_message=BE,comment='BUY')
    if longCondition and strategy.position_size < 0
        strategy.entry('BUY', strategy.long, when=window(), alert_message=BSR,comment='BUY')
    if shortCondition and strategy.position_size == 0
        strategy.entry('SELL', strategy.short, when=window(), alert_message=SE,comment='SELL')
    if shortCondition and strategy.position_size > 0
        strategy.entry('SELL', strategy.short, when=window(), alert_message=SSR,comment='SELL')
        
if(am_Mode=="LONGONLY")
    if longCondition and strategy.position_size == 0
        strategy.entry('BUY', strategy.long, when=window(), alert_message=BE,comment='BUY')
    if shortCondition and strategy.position_size > 0
        strategy.close('BUY', when=window(),  alert_message=BX,comment='BUY EXIT')    

if(am_Mode=="SHORTONLY")
    if shortCondition and strategy.position_size == 0
        strategy.entry('SELL', strategy.short, when=window(), alert_message=SE,comment='SHORT')
    if longCondition and strategy.position_size < 0
        strategy.close('SELL', when=window(), alert_message=SX,comment='SHORT EXIT')

if(intraday)
    longsquareOff = not intradaySession and strategy.position_size > 0 
    strategy.close(id='BUY', when=longsquareOff, comment='Square-off',alert_message=BX)
    shortsquareOff = not intradaySession and strategy.position_size < 0 
    strategy.close(id='SELL', when=shortsquareOff, comment='Square-off',alert_message=SX)

////////////////////////////////////////Block 4 Module Ends////////////////////////////////////////////////////////////////////////

buycount = ta.barssince(buySignal)
sellcount = ta.barssince(sellSignal)
color1 = buycount[1] < sellcount[1] ? color.green : buycount[1] > sellcount[1] ? color.red : na
barcolor(barcoloring ? color1 : na)


long_stop_level = ta.valuewhen(buy1, open - stoploss, 0)
long_profit_level = ta.valuewhen(buy1, open + target, 0)
short_stop_level = ta.valuewhen(sell1, open + stoploss, 0)
short_profit_level = ta.valuewhen(sell1, open - target, 0)

if(type=="PERCENTAGE")
    long_stop_level := ta.valuewhen(buy1, open, 0) * (100-stoploss)/100
    long_profit_level := ta.valuewhen(buy1, open, 0) * (100+target)/100
    long_stop_level := TickSz * math.round(long_stop_level/TickSz)
    long_profit_level := TickSz * math.round(long_profit_level/TickSz)
    short_stop_level := ta.valuewhen(sell1, open, 0) * (100+stoploss)/100
    short_profit_level := ta.valuewhen(sell1, open, 0) * (100-target)/100
    short_stop_level := TickSz * math.round(short_stop_level/TickSz)
    short_profit_level := TickSz * math.round(short_profit_level/TickSz)
    
if(type=="VOLATILITY")
    long_stop_level := ta.valuewhen(buy1, open - iATR*ATRMultiplier, 0)
    long_profit_level := ta.valuewhen(buy1, open + iATR*ATRMultiplier, 0)
    short_stop_level := ta.valuewhen(sell1, open + iATR*ATRMultiplier, 0)
    short_profit_level := ta.valuewhen(sell1, open - iATR*ATRMultiplier, 0)

if(risk)
    if(strategy.position_size!=0)
        strategy.exit('TP/SL', 'BUY', stop=long_stop_level, limit=long_profit_level,alert_message=BX)
        strategy.exit('TP/SL', 'SELL', stop=short_stop_level, limit=short_profit_level,alert_message=SX)
plot(strategy.position_size <= 0 or not risk ? na : long_stop_level, color=color.new(color.red, 0), style=plot.style_circles, linewidth=2)
plot(strategy.position_size <= 0 or not risk ? na : long_profit_level, color=color.new(color.green, 0), style=plot.style_circles, linewidth=2)
plot(strategy.position_size >= 0 or not risk ? na : short_stop_level, color=color.new(color.red, 0), style=plot.style_circles, linewidth=2)
plot(strategy.position_size >= 0 or not risk ? na : short_profit_level, color=color.new(color.green, 0), style=plot.style_circles, linewidth=2)